LU Mutual Fund Performance Analysis Questions

Using your Excel skills, calculate the mean, variance, standard deviation, Sharpe Ratio, and the compound return of one of the mutual funds (Pioneer, Alkeon, and Cullen EE) and the funds’ indexes.

While we haven’t necessarily covered all of the calculations, do some basic research on the interpretation of the findings In your excel file for each and explain your findings (especially about performance Sharpe ratio and alpha relative to its index).

Also, find the Jensen’s alpha showing excess return (ie. Alpha). Upload your excel solution.

The Compound Return is a little difficult to find in the text. In order to help you in this endeavor, please use:

Compound Return: Average Return – (0.5 * Standard Deviation ^ 2).